Munich Personal RePEc Archive
metadata only
A specification analysis of discrete-time no-arbitrage term structure models with observable and unobservable factors
We derive a canonical representation for the no-arbitrage discrete-time term structure models with both observable and unobservable state variables, popularized by Ang and Piazzesi (2003). We conduct a specification analysis based on this canonical representation. We show that some of the restrictio
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- Asset price bubbles under model uncertainty and short-sale constraints: A discrete-time analysis#1013489
- Fixed-Income Pricing and the Replication of Liabilities#1049721
- Absolute Nothingness and the Limits of Modal Attribution#724897
- Two-qutrit Werner state is always local#1187675
- Exponential Quantum Advantage in Numbers-on-Forehead Communication#1154534
Record · ID 1276200
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive